Daario and Jorah were on the way to save Dany when we left them at the end of Season 5. We know that at some point Dany and Daario end up riding together among the Khalasar.
The big question is, where does this fall in the timeline? It could be that after the fire at Vaes Dothrek, Ser Jorah and Daario reach Dany. Maybe Dany somehow still wins over the Dothraki and they travel with her like in Martin’s original outline. Or it could take place before the fire. Daario could be captured and taken with Dany. If that’s the case Daario could have started the fire.
Wherever this is in the timeline, though, it doesn’t answer one big question: Where is Ser Jorah? He might already be dead. Remember, he was already dying of Greyscale in Season 5. He contracted the disease traveling with Tyrion through the ruins of the Valyria where they were attacked by the Stone men. So at some point it seems likely he will die for Dany, and chances are good it will happen this season. He is pretty much dead already.
Tyrion, Varys, Missandei, and Grey Worm have their hands full in Meereen, what with the Masters trying to take back the cities of Slaver’s Bay, two dragons trapped in the vaults beneath Meereen, and the Sons of the Harpy generally wreaking havoc on peace and justice. With Daenerys elsewhere, Tyrion and Missandei become the de facto rulers of the city, with Grey Worm still something akin to captain of the police force, but one that’s wading into a turf war between rival gangs. It’s a very unstable situation, and it’s hard to say how any of it will be resolved. Just based on the situation, there’s some logic in just abandoning the city, but that would seem to undercut all the time Dany spent the last couple seasons trying to win over Slaver’s Bay.
Whatever happens in Meereen, we do know that a group of seven main characters meet at Mesa Roldan (a real world location in Spain, its identity in the show is yet to be unveiled): 1. Dany, 2. Tyrion, 3. Missandei, 4. Grey Worm, 5. Daario, 6. Staz Nair, playing a major Dothraki, and an unknown seventh that could be Varys or Ser Jorah, assuming he’s not dead yet.
We don’t know exactly where Mesa Roldan is supposed to be in the fictional landscape of Game of Thrones but we know it is almost certainly in Essos, not Westeros, and it could be Vaes Khewo, a ruined city near the Dothraki Sea we haven’t seen yet. It seems likely this is a location that people could find on a map since so many people are meeting here, rather than some tower in the middle of the desert that no one knows about.
If you look in to the left side of this picture, written on the wall are the lines, “Kill the Masters,” and “Mhysa is a Master.” “Mhysa” means “Mother,” and is a name frequently given to Daenerys. This could, of course, have been planted by the Sons of the Harpy, but it doesn’t bode well. If Daenerys loses the support of the freed men and women of Meereen, Dany has none of the popular support she needs to rule the city. This could be why our main characters are forced to flee the city.
The only other reason to have this meeting at Mesa Roldan with everyone is that everything in Meereen is completely under control and they’ve put together a stable government that will enforce the new laws Daenerys put in place even with all of her loyal advisers gone. That seems super unlikely, but I guess it could happen.
Of course this assumes that these characters are all meeting here and not just filming scenes nearby each other. But it does seem to mean Meereen is in trouble in Season 6. Daenerys could lose her city, and the others she freed along Slaver’s Bay. Which may be just the last bit of encouragement she needs to head for Westeros.
Dany herself has talked about ruling Slaver’s Bay as a test for herself, that if she can’t keep control of it, she can’t rule the Seven Kingdoms. But Game of Thrones has a habit of undermining characters’ expectations for themselves. Dany faces some major challenges in Season 6, but they could just be the forces of fate pushing her across the Narrow Sea.